+58.2%
QQQI vs PR
+94.8%
-36.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.8% | -0.8% | +1.7% | +1.0% |
| 30D | +0.2% | +11.3% | -11.1% | -1.5% |
| 3M | +2.3% | +24.1% | -21.7% | -1.4% |
| 6M | +11.6% | +25.4% | -13.8% | +6.6% |
| YTD | +11.3% | +71.2% | -59.9% | -0.6% |
| 1Y | +17.4% | +78.6% | -61.2% | +3.5% |
| All | +58.2% | +94.8% | -36.6% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling